Marcinkiewicz-Zygmund strong laws for -statistics of weakly dependent observations

Herold G. Dehling , Olimjon Sh. Sharipov

We prove the Marcinkiewicz-Zygmund Strong Law of Large Numbers for -statistics of strictly stationary, absolutely regular observations . Under suitable moment conditions and conditions on the mixing rate, we show that for some , in the non-degenerate case, and in the degenerate case.

Mots clés: Physical Sciences

Herold G. Dehling, Olimjon Sh. Sharipov. Marcinkiewicz-Zygmund strong laws for -statistics of weakly dependent observations. Statistics and Probability Letters, 2009, 79 (19), pp.2028. ⟨10.1016/j.spl.2009.06.012⟩. ⟨hal-00573466⟩